Pages that link to "Item:Q1666382"

The following pages link to Maximum principle for forward-backward stochastic control system driven by Lévy process (Q1666382):

Displaying 11 items.

• On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
• Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
• A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
• A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints (Q1621173) (← links)
• Maximum principle for forward-backward control system driven by Itô-Lévy processes under initial-terminal constraints (Q1992421) (← links)
• Linear quadratic stochastic optimal control of forward backward stochastic control system associated with Lévy process (Q1992520) (← links)
• A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes (Q2121199) (← links)
• A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• The stochastic control problem for forward-backward doubly system with Lévy processes (Q2825125) (← links)
• Maximum principle for optimal control of McKean‐Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law (Q5241026) (← links)
• The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints (Q6585848) (← links)